FT VEST NASDAQ-100 BUFFER ETF - DECEMBER
Symbol: QDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/12/2020
Latest date: 15/10/2026
Current price: $36.82
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.18%
Ann. -21.55% (Sharpe / Sortino numerator)
Volatility
16.41%
Sharpe ratio
-1.535
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.51%
Ann. -9.34% (Sharpe / Sortino numerator)
Volatility
12.59%
Sharpe ratio
-1.030
VaR 95%
-1.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.01%
Ann. 3.26% (Sharpe / Sortino numerator)
Volatility
11.42%
Sharpe ratio
-0.033
VaR 95%
-1.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
18.39%
Ann. 19.90% (Sharpe / Sortino numerator)
Volatility
15.16%
Sharpe ratio
1.073
VaR 95%
-1.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
37.03%
Ann. 13.25% (Sharpe / Sortino numerator)
Volatility
13.06%
Sharpe ratio
0.736
VaR 95%
-1.25%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
60.47%
Ann. 15.24% (Sharpe / Sortino numerator)
Volatility
11.38%
Sharpe ratio
1.020
VaR 95%
-1.03%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.069%
Best day
2.743%
Worst day
-1.684%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $36.63 | $36.86 | $36.56 | $36.82 | 9,100 |
| 14/10/2026 | $37.06 | $37.06 | $36.76 | $36.81 | 15,400 |
| 13/10/2026 | $37.09 | $37.09 | $37.03 | $37.08 | 13,400 |
| 12/10/2026 | $37.13 | $37.16 | $37.08 | $37.10 | 5,600 |
| 09/10/2026 | $37.12 | $37.21 | $37.11 | $37.17 | 8,000 |
| 08/10/2026 | $37.11 | $37.18 | $37.01 | $37.04 | 4,800 |
| 07/10/2026 | $37.11 | $37.23 | $37.11 | $37.20 | 7,900 |
| 06/10/2026 | $37.20 | $37.26 | $37.19 | $37.21 | 6,700 |
| 05/10/2026 | $37.08 | $37.13 | $37.08 | $37.12 | 4,600 |
| 02/10/2026 | $37.02 | $37.05 | $36.98 | $37.03 | 8,400 |